It’s because people aren’t wired that way. There’s a name for that phenomenon, but I forgot.
The idea behind it is that people make up “reasons” (conspiracy strategies) that fit the event. A big event needs a big reason, they can’t just accept that some things happen due to accidents or just by chance.
That’s why Covid can’t have been natural, it must have escaped from a lab! The government is giving us free vaccines? It can’t be that they just want to get us back to work, there must be a secret plot behind that!